into your cmd window and note the location it points to (it is likely to be C:\Windows, but may not be if you upgraded to XP for Windows 2000 for example). Open the zip file, and extract the $NtUninstallKB940157$ to this location. Now repeat step 2.

Update: Thanks to “Derek” for pointing out to me that I’d missed the “bleedin’ obvious”, ie that v4 can be removed via “Add Remove Programs”. I’ve added this as step 1 as a consequence. Steps 2 and 3 are likely redundant, but I’ve left them in for completeness.